Dentcheva, Darinka; Ruszczyński, Andrzej Mini-batch risk forms. (English) Zbl 1519.90133 SIAM J. Optim. 33, No. 2, 615-637 (2023). MSC: 90C15 90C48 49J52 60F99 PDFBibTeX XMLCite \textit{D. Dentcheva} and \textit{A. Ruszczyński}, SIAM J. Optim. 33, No. 2, 615--637 (2023; Zbl 1519.90133) Full Text: DOI
Carlier, Guillaume On the linear convergence of the multimarginal Sinkhorn algorithm. (English) Zbl 1505.49037 SIAM J. Optim. 32, No. 2, 786-794 (2022). MSC: 49Q22 45G15 49M05 65R20 PDFBibTeX XMLCite \textit{G. Carlier}, SIAM J. Optim. 32, No. 2, 786--794 (2022; Zbl 1505.49037) Full Text: DOI
Pichler, Alois; Shapiro, Alexander Mathematical foundations of distributionally robust multistage optimization. (English) Zbl 1481.90242 SIAM J. Optim. 31, No. 4, 3044-3067 (2021). MSC: 90C17 60B05 62P05 90C31 90C08 PDFBibTeX XMLCite \textit{A. Pichler} and \textit{A. Shapiro}, SIAM J. Optim. 31, No. 4, 3044--3067 (2021; Zbl 1481.90242) Full Text: DOI arXiv
Shapiro, Alexander; Ding, Lingquan Periodical multistage stochastic programs. (English) Zbl 1448.90066 SIAM J. Optim. 30, No. 3, 2083-2102 (2020). MSC: 90C15 90C39 PDFBibTeX XMLCite \textit{A. Shapiro} and \textit{L. Ding}, SIAM J. Optim. 30, No. 3, 2083--2102 (2020; Zbl 1448.90066) Full Text: DOI
Burtscheidt, Johanna; Claus, Matthias; Dempe, Stephan Risk-averse models in bilevel stochastic linear programming. (English) Zbl 1431.90099 SIAM J. Optim. 30, No. 1, 377-406 (2020). MSC: 90C15 90C26 90C31 90C34 91A65 PDFBibTeX XMLCite \textit{J. Burtscheidt} et al., SIAM J. Optim. 30, No. 1, 377--406 (2020; Zbl 1431.90099) Full Text: DOI arXiv
Wu, Di; Zhu, Helin; Zhou, Enlu A Bayesian risk approach to data-driven stochastic optimization: formulations and asymptotics. (English) Zbl 1398.90114 SIAM J. Optim. 28, No. 2, 1588-1612 (2018). Reviewer: Kurt Marti (München) MSC: 90C15 PDFBibTeX XMLCite \textit{D. Wu} et al., SIAM J. Optim. 28, No. 2, 1588--1612 (2018; Zbl 1398.90114) Full Text: DOI arXiv
Guigues, Vincent; Krätschmer, Volker; Shapiro, Alexander A central limit theorem and hypotheses testing for risk-averse stochastic programs. (English) Zbl 1422.90032 SIAM J. Optim. 28, No. 2, 1337-1366 (2018). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 90C90 90C30 PDFBibTeX XMLCite \textit{V. Guigues} et al., SIAM J. Optim. 28, No. 2, 1337--1366 (2018; Zbl 1422.90032) Full Text: DOI arXiv
Mafusalov, Alexander; Uryasev, Stan Buffered probability of exceedance: mathematical properties and optimization. (English) Zbl 1395.90191 SIAM J. Optim. 28, No. 2, 1077-1103 (2018). MSC: 90C15 90C25 PDFBibTeX XMLCite \textit{A. Mafusalov} and \textit{S. Uryasev}, SIAM J. Optim. 28, No. 2, 1077--1103 (2018; Zbl 1395.90191) Full Text: DOI
Grechuk, Bogdan; Zabarankin, Michael Sensitivity analysis in applications with deviation, risk, regret, and error measures. (English) Zbl 1387.90248 SIAM J. Optim. 27, No. 4, 2481-2507 (2017). MSC: 90C31 PDFBibTeX XMLCite \textit{B. Grechuk} and \textit{M. Zabarankin}, SIAM J. Optim. 27, No. 4, 2481--2507 (2017; Zbl 1387.90248) Full Text: DOI
Shapiro, Alexander Distributionally robust stochastic programming. (English) Zbl 1373.90089 SIAM J. Optim. 27, No. 4, 2258-2275 (2017). MSC: 90C15 90C47 91B30 PDFBibTeX XMLCite \textit{A. Shapiro}, SIAM J. Optim. 27, No. 4, 2258--2275 (2017; Zbl 1373.90089) Full Text: DOI
Royset, Johannes O.; Wets, Roger J.-B. Variational theory for optimization under stochastic ambiguity. (English) Zbl 1366.90149 SIAM J. Optim. 27, No. 2, 1118-1149 (2017). MSC: 90C15 90C34 90C47 65K10 PDFBibTeX XMLCite \textit{J. O. Royset} and \textit{R. J. B. Wets}, SIAM J. Optim. 27, No. 2, 1118--1149 (2017; Zbl 1366.90149) Full Text: DOI
Liu, Yongchao; Meskarian, Rudabeh; Xu, Huifu Distributionally robust reward-risk ratio optimization with moment constraints. (English) Zbl 1365.90179 SIAM J. Optim. 27, No. 2, 957-985 (2017). MSC: 90C15 90C34 90C47 PDFBibTeX XMLCite \textit{Y. Liu} et al., SIAM J. Optim. 27, No. 2, 957--985 (2017; Zbl 1365.90179) Full Text: DOI
Claus, M.; Krätschmer, V.; Schultz, R. Weak continuity of risk functionals with applications to stochastic programming. (English) Zbl 1356.90094 SIAM J. Optim. 27, No. 1, 91-109 (2017). MSC: 90C15 91B30 PDFBibTeX XMLCite \textit{M. Claus} et al., SIAM J. Optim. 27, No. 1, 91--109 (2017; Zbl 1356.90094) Full Text: DOI arXiv
Kouri, D. P.; Surowiec, T. M. Risk-averse PDE-constrained optimization using the conditional value-at-risk. (English) Zbl 1337.49049 SIAM J. Optim. 26, No. 1, 365-396 (2016). Reviewer: Igor Bock (Bratislava) MSC: 49M15 49M25 49M29 49J20 49K20 49J55 49K45 65K05 90C15 93E20 PDFBibTeX XMLCite \textit{D. P. Kouri} and \textit{T. M. Surowiec}, SIAM J. Optim. 26, No. 1, 365--396 (2016; Zbl 1337.49049) Full Text: DOI Link
Ralph, Daniel; Smeers, Yves Risk trading and endogenous probabilities in investment equilibria. (English) Zbl 1372.91130 SIAM J. Optim. 25, No. 4, 2589-2611 (2015). MSC: 91G99 91B30 91A15 91B25 91B26 90C33 PDFBibTeX XMLCite \textit{D. Ralph} and \textit{Y. Smeers}, SIAM J. Optim. 25, No. 4, 2589--2611 (2015; Zbl 1372.91130) Full Text: DOI Link